Estimation and testing in elliptical functional measurement error models

DOI10.1080/03610920902969034MaRDI QIDQ3585299zbMATHOpenAlexFDO

Authors Manuel Galea, Patricia Giménez

Publication date 19 August 2010

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10533/143349

zbMATH Keywords

elliptical distributionsmaximum likelihood estimatorsWald statisticsasymptotic relative efficiencymoment estimatorscomparative calibration

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3647917 (Why is no real title available?)
• scientific article; zbMATH DE number 4064328 (Why is no real title available?)
• scientific article; zbMATH DE number 44885 (Why is no real title available?)
• scientific article; zbMATH DE number 48335 (Why is no real title available?)
• scientific article; zbMATH DE number 3368023 (Why is no real title available?)
• Comparing consistent estimators in comparative calibration models
• Elliptical functional models.
• Estimation in the presence of incidental parameters
• Hypothesis Testing in Functional Comparative Calibration Models
• On the theory of elliptically contoured distributions
• Ultrastructural elliptical models

Cited in

(3)

• Saddlepoint test in measurement error models
• A necessary test of fit of specific elliptical distributions based on an estimator of Song's measure
• An alternative approach to estimation in the functional measurement error problem

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